+165.0%
AMAT vs UNP
+49.1%
+115.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +10.5% |
| 7D | -1.1% | -3.3% | +2.2% | +0.3% |
| 30D | -26.9% | +6.7% | -33.6% | -28.7% |
| 3M | -31.2% | +1.8% | -33.0% | -31.7% |
| 6M | -14.7% | +13.3% | -28.0% | -19.8% |
| YTD | +44.7% | +30.3% | +14.4% | +26.2% |
| 1Y | +62.0% | +36.9% | +25.0% | +37.3% |
| 3Y | +165.0% | +50.9% | +114.0% | +105.4% |
| All | +165.0% | +49.1% | +115.8% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling